alpha-miner / alpha-mindLinks
quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
☆235Updated 3 years ago
Alternatives and similar repositories for alpha-mind
Users that are interested in alpha-mind are comparing it to the libraries listed below
Sorting:
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆266Updated 2 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆373Updated 7 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆73Updated 7 years ago
- ☆106Updated 8 years ago
- High Frequency Trading☆110Updated 7 years ago
- Barra-Multiple-factor-risk-model☆143Updated 8 years ago
- Quantitative finance research tools in Python☆437Updated 2 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆245Updated last year
- Analysis of High Frequency Trading on Bitcoin exchanges☆164Updated 8 years ago
- Compute VIX and related volatility indices☆107Updated 9 months ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- ☆148Updated 5 months ago
- Provide risk forecasts by Barra China Equity Model☆167Updated 7 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆91Updated 3 weeks ago
- Technical Analysis Library Time-Series☆154Updated 3 months ago
- portfolio construction and quantitative analysis☆142Updated 10 years ago
- 计算波动率的六种方法,计算隐含波动率,凤凰期权的定价,编制基于50ETF期权的VIX指数☆126Updated 5 years ago
- 期权隐含波动率/历史波动率☆192Updated 3 years ago
- QSTrader☆131Updated 6 years ago
- Master repository for the pandas-ml modules☆163Updated 2 years ago
- Backtrader Front End☆174Updated 7 years ago
- the book with script☆79Updated 8 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆172Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆100Updated 2 years ago
- ☆214Updated 8 years ago
- An open source library for portfolio optimisation☆364Updated last year
- Python package designed for general financial and security returns analysis.☆335Updated 2 years ago